Matt Button

Creating comparison charts for stocks with FSharp Charting, Deedle and Yahoo Finance

By Matt
Jun 29, 2014
fsharp, deedle, yahoo-finance

When you want to visualize how a stock or portfolio has performed historically relative to the market as a whole, it is useful to create a comparison chart.

This blog shows how to create a line chart to compare two stocks with Deedle, FSharp Charting and F# Data.

In this example, the chart will show the perfomance of ANZ.AX relative to the ASX ALL ORDINARIES index (^AORD) over a three year period from 2011-1-1 to 2014-1-1.

A Basic Stock Trading Backtesting System for F# using Ta-Lib and FSharp.Data

By Matt
Mar 8, 2014
backtesting, fsharp, fsharp.data, ninjatrader, ta-lib, featured

This article is written for the intermediate F# audience who has a basic familiarity of stock trading and technical analysis, and is intended to show the basics of implementing a backtesting system in F#.

If you’re an F# beginner it may not take too long for you to get up to speed on the concepts if you check out a few resources. In particular:

The backtesting strategy which you will implement is a simple SMA crossover where the fast line is 10 bars and the slow one 25. When the fast line crosses above the slow line, a buy signal will be triggered, and when the fast line cross below the slow line, a sell signal will be triggered. Only one long position will exist at any time, so the system will not trigger another buy order until after the long position is sold.

NullReferenceException when model binding strings after upgrading from ASP.NET MVC 1 to ASP.NET MVC 2

By Matt
Mar 18, 2013
asp.net-mvc

When migrating a site from ASP.NET MVC 1 to ASP.NET MVC 2, you can generally follow the instructions in http://www.asp.net/whitepapers/what-is-new-in-aspnet-mvc#_TOC2, taking note of any breaking changes. This will take you most of the way there, however there are a few undocumented issues which you may uncover if you’re migrating a site with a substantial amount of code.

By default, the ASP.NET MVC 1 model binder would initialize strings to string.Empty whereas ASP.NET MVC 2 will initialize strings as NULL. This is an undocumented breaking change and will be a problem if you have a substantial amount of code relying on the original behavior – code that was previously working in production will start throwing NullReferenceException.

To preserve the original MVC 1 model binder behaviour, consider creating default model binder such as the following:

ASP.NET MVC - issues with binding a non-sequential list with the default model binder

By Matt
Mar 2, 2013
asp.net-mvc, default-model-binder

For the ASP.NET MVC default model binder to bind a list successfully, the list must be sequential with unbroken indices.

For the following examples, the server side model will be

public class ItemsModel 
{
    public IList<string> Items { get; set; }
}

Non-sequential form submits when using indexes which don’t start from zero i.e. Item[2], Item[3], etc will result in incomplete form data being loaded by the model binder.

The following will not bind, and will result in the model being NULL:

<input type="text" name="Item[1].Name" value="Item1" />
<input type="text" name="Item[3].Name" value="Item2" />
<input type="text" name="Item[4].Name" value="Item3" />

Database version management and figuring out which scripts need to be run when deploying the latest version of your web app

By Matt
Jan 5, 2013
database, sql, versioning

When you are maintaining multiple web apps across environments it can be difficult to keep track of which scripts need to be run to upgrade the database when it comes time to deploy. If you’re maintaining different versions of web apps across environments when the versions can sometimes be significantly out of sync, the difficulty of determining which update scripts need to be run on deployment can explode.

While there are a ton of approaches to keeping your database under version control, if you want something simple and effective that you can implement with minimal time and effort, consider a DatabaseVersionHistory table in your database.

A database version history table will allow you to see at a glance the state the database is in and by comparing it with the update scripts in source control, you will quickly be able to determine which update scripts need to be run.

A JIRA issue tracking FAQ for a small team

By Matt
Oct 25, 2012
audit-history, bug-tracking, jira, project-management, testing

This post is intended as a living document that will evolve and grow over time. If there’s something you think I missed or would like something clarified, please feel free to leave a comment.

Who should be reading this FAQ?

Managers, developers, testers, anybody working or contributing on a software project.

This article is generally JIRA specific, however concepts will carry across into other issue trackers such as Bugzilla, Redmine, Team Foundation Server (TFS) and Trac just fine.

When should a small team be using an issue tracker such as JIRA?

A young startup may initially get away just fine by working informally and by email, and early in the project you’ll want to have as little administrative burden as possible, however as a project and team matures, there will come a time when having a searchable, persistent audit history of business decisions, fixes (and why they were done) and completed tasks will become invaluable.

The Visual Studio 2012 Open File Dialog Doesn't Work

By Matt
Sep 26, 2012
visual-studio

After installing Visual Studio 2012, I found that the open file dialog wasn’t being displayed. I could open projects via Windows explorer, via the recent projects menu, compile, run etc, however neither Open Project or the File->Open->Project/Solution were working.

What was strange about this is that other dialogs such as New Project were working fine.

After much searching and testing, enabling the Tablet PC Input Service fixed the issue. This does not make much sense since I’m not using a tablet pc, however it works for me and may work for you.

To enable the service:

Using Mercurial with a SVN repository in a production environment without any drama

By Matt
Apr 5, 2012
mercurial, svn

Why would I want to use Mercurial or any other DVCS client with a Subversion repository?

It lets us keep SVN as our central repository
Some team members prefer not to use a DVCS for whatever reason so it lets them carry on using SVN without interruption.
It allows me to work and commit changes (but not push!), search history and switch between branches completely disconnected. I can continue to work during network outages or while traveling when I don’t have connectivity.
You get full, fast history search.
Switching between branches is easy and fast.
Any automated processes which use SVN (i.e. automated builds and deployments) can continue to operate while everyone moves to DVCS.
It’s much easier to perform merges than regular SVN (via export/import patch queues – which I detail later)

SQL Profiler templates missing

By Matt
Jun 1, 2011
sql, sql-profiler

If you are connecting to a SQL server with the SQL profiler and none of your templates are showing up, compare the versions of the SQL profiler you are running and the version of SQL server that you’re connecting to; there is likely a version mismatch.

If this is the case, what’s likely happening here is that you’re connecting to a SQL 10.50 instance with a SQL 10.0 profiler and the profile templates for 10.50 aren’t present.

Loading jQuery via HTTP or HTTPS depending on the request protocol without document.write

By Matt
May 20, 2011
jquery, https

When running a page with HTTPS, you’ll want to also load any external resources such as javascript via HTTPS. A lot of people recommend loading jQuery from the Google CDN via the following javascript script:

<script type="text/javascript">
    var gaJsHost = (("https:" == document.location.protocol) ? "https://" : "http://");
    document.write(unescape("%3Cscript src='" + gaJsHost + "ajax.googleapis.com/ajax/libs/jquery/1.4.2/jquery.min.js' type='text/javascript'%3E%3C/script%3E"));
    document.write(unescape("%3Cscript src='" + gaJsHost + "ajax.googleapis.com/ajax/libs/jqueryui/1.7.2/jquery-ui.min.js' type='text/javascript'%3E%3C/script%3E"));
    document.write(unescape("%3Cscript src='" + gaJsHost + "ajax.googleapis.com/ajax/libs/swfobject/2.1/swfobject.js' type='text/javascript'%3E%3C/script%3E"));       
</script>

This works just fine, however you can let the browser select the protocol depending on the request by the following snippet:

AWS

Creating comparison charts for stocks with FSharp Charting, Deedle and Yahoo Finance

A Basic Stock Trading Backtesting System for F# using Ta-Lib and FSharp.Data

NullReferenceException when model binding strings after upgrading from ASP.NET MVC 1 to ASP.NET MVC 2

ASP.NET MVC - issues with binding a non-sequential list with the default model binder

Database version management and figuring out which scripts need to be run when deploying the latest version of your web app

A JIRA issue tracking FAQ for a small team

Who should be reading this FAQ?

When should a small team be using an issue tracker such as JIRA?

The Visual Studio 2012 Open File Dialog Doesn't Work

Using Mercurial with a SVN repository in a production environment without any drama

Why would I want to use Mercurial or any other DVCS client with a Subversion repository?

SQL Profiler templates missing

Loading jQuery via HTTP or HTTPS depending on the request protocol without document.write

Matt Button

Follow Me

Top Posts

Recent Posts

categories

tags